Tail wags dog?: time-varying information shares in the Bund market
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt am Main
Dt. Bundesbank
2002
|
| Series: | Discussion paper / Economic Research Centre of the Deutsche Bundesbank
2002,24 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 30 S. |
| ISBN: | 3935821336 |
Staff View
MARC
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Record in the Search Index
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| adam_text | Table of Contents
1. Introduction 1
2. Spot futures pricing relation and obstacles to arbitrage 3
3. Market microstructure and data 4
4. The measurement of price discovery 7
5. Estimation of the VECM with missing values 12
6. Testing for structural changes 14
7. Empirical Results 15
8. Conclusions 18
References 20
Appendix 22
|
| any_adam_object | 1 |
| author | Upper, Christian Werner, Thomas |
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| ctrlnum | (OCoLC)52684015 (DE-599)BVBBV015314624 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| geographic_facet | Deutschland |
| id | DE-604.BV015314624 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T19:09:12Z |
| institution | BVB |
| isbn | 3935821336 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-010102601 |
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| physical | 30 S. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Economic Research Centre of the Deutsche Bundesbank |
| spelling | Upper, Christian Verfasser aut Tail wags dog? time-varying information shares in the Bund market Christian Upper ; Thomas Werner Frankfurt am Main Dt. Bundesbank 2002 30 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Economic Research Centre of the Deutsche Bundesbank 2002,24 Informationsfluss (DE-588)4161668-6 gnd rswk-swf Marktstruktur (DE-588)4037647-3 gnd rswk-swf Marktentwicklung (DE-588)4123713-4 gnd rswk-swf Optionsmarkt (DE-588)4381644-7 gnd rswk-swf Effektenmarkt (DE-588)4395760-2 gnd rswk-swf Deutschland (DE-588)4011882-4 gnd rswk-swf Deutschland (DE-588)4011882-4 g Effektenmarkt (DE-588)4395760-2 s Optionsmarkt (DE-588)4381644-7 s Marktstruktur (DE-588)4037647-3 s Marktentwicklung (DE-588)4123713-4 s Informationsfluss (DE-588)4161668-6 s DE-604 Werner, Thomas Verfasser aut Economic Research Centre of the Deutsche Bundesbank Discussion paper 2002,24 (DE-604)BV013545109 2002,24 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010102601&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Upper, Christian Werner, Thomas Tail wags dog? time-varying information shares in the Bund market Informationsfluss (DE-588)4161668-6 gnd Marktstruktur (DE-588)4037647-3 gnd Marktentwicklung (DE-588)4123713-4 gnd Optionsmarkt (DE-588)4381644-7 gnd Effektenmarkt (DE-588)4395760-2 gnd |
| subject_GND | (DE-588)4161668-6 (DE-588)4037647-3 (DE-588)4123713-4 (DE-588)4381644-7 (DE-588)4395760-2 (DE-588)4011882-4 |
| title | Tail wags dog? time-varying information shares in the Bund market |
| title_auth | Tail wags dog? time-varying information shares in the Bund market |
| title_exact_search | Tail wags dog? time-varying information shares in the Bund market |
| title_full | Tail wags dog? time-varying information shares in the Bund market Christian Upper ; Thomas Werner |
| title_fullStr | Tail wags dog? time-varying information shares in the Bund market Christian Upper ; Thomas Werner |
| title_full_unstemmed | Tail wags dog? time-varying information shares in the Bund market Christian Upper ; Thomas Werner |
| title_short | Tail wags dog? |
| title_sort | tail wags dog time varying information shares in the bund market |
| title_sub | time-varying information shares in the Bund market |
| topic | Informationsfluss (DE-588)4161668-6 gnd Marktstruktur (DE-588)4037647-3 gnd Marktentwicklung (DE-588)4123713-4 gnd Optionsmarkt (DE-588)4381644-7 gnd Effektenmarkt (DE-588)4395760-2 gnd |
| topic_facet | Informationsfluss Marktstruktur Marktentwicklung Optionsmarkt Effektenmarkt Deutschland |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010102601&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013545109 |
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